You do not need to do anything special to get your work protected, as it is already protected from the moment you make it. You only need to register your copyright if you actually want to get involved in a lawsuit involving copyright.
From the US Copyright Office FAQ:
Do I have to register with your office to be protected?
No. In general, registration is voluntary. Copyright exists from the moment the work is created. You will have to register, however, if you wish to bring a lawsuit for infringement of a U.S. work. See Circular 1, Copyright Basics, section “Copyright Registration.”
(Though this is from the USCO, international copyright treaties are largely similar, with over 160 countries working in the "you create it, you got copyright" fashion, according to RightsDirect.)
People often confuse copyright, which you basically have the moment you create it, with trademark.
If you create a story about Stackexchangius the Barbarian, your story about the guy is already protected by copyright, but anybody can still use the name Stackexchangius if you don't have a trademark on it.
However, considering your situation, you'll most likely be fine with just your already-given copyright in just about any country, without any extra effort on your part.
As for the ubiquitous copyright notices you tend to see on everything, they're not really all that needed anymore these days. In past US law not putting a copyright mark on your work automatically made it public domain (which resulted in a lot of foreign works becoming public domain in the US for a while), but this is no longer the case. It is mostly put there these days to remind and / or scare people, as the work is already copyrighted under international law without the © on it.